+243.8%
HPQ vs HUBB
+446.9%
-203.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.8% | +6.6% | +7.5% |
| 7D | +9.8% | -0.1% | +9.8% | +9.8% |
| 30D | +22.4% | -10.0% | +32.3% | +28.7% |
| 3M | +45.2% | -1.6% | +46.8% | +43.9% |
| 6M | +96.4% | -3.1% | +99.5% | +93.6% |
| YTD | +65.4% | +4.6% | +60.8% | +54.8% |
| 1Y | +31.6% | +3.3% | +28.2% | +23.8% |
| 3Y | +37.0% | +46.6% | -9.5% | +0.4% |
| 5Y | +53.0% | +158.7% | -105.7% | -24.3% |
| All | +243.8% | +446.9% | -203.1% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HUBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling